Actually I dissagree with the "inability" of police to maintain a cover "lie." The police are a quasi-military band of like-minded individuals who are willing to take enormous risks to protect each other.
Look at the response to the State Trooper killings in NY. Man killed two cops, the ST went apeshit and spared no efforts to bring that man to justice... far more effort than they spend on any given day to protect the masses.
It's not a stretch at all to think they would be willing to lie and cover for each other. In fact they do all the time. You accuse a cop of wrong-doing even with proof, more cops come out of the woodwork to support the accused.
It's not a matter of whether or not police can successfully cover-up a (singular) crime, it's the logistics required to cover-up the "true" circumstances behind the endings of dozens, if not hundreds of these mass killings as suggested by the OP, and the need or motivation to do so.
These crimes draw in tons of media attention, and news helicopters are often circling overhead. Sometimes, given the longer term nature of these crimes, they're still ongoing as the media arrives. So you have numerous cameras documenting the scene, or at least the threat of being caught on camera even if someone doesn't actually get the shot.
Then you have the very nature of our surveillance heavy society to deal with. There are cameras everywhere in civilian and public buildings alike. Not including a camera in nearly every cell phone now, in the hands of kids and adults.
Then you have the fact that the perpetrators themselves occasionally even film their actions. The chances of them filming up to their death are rare, but it has happened.
So, after having to deal with the chances of your cover-up being caught on film (and again, it doesn't actually have to be for you to believe that the possibility exists), then you have to deal with the human factor. More police get called to these crimes than most. Are they all willing to keep the secret that they killed the suspect in most of these situations? Would they want to when the public would at best reward their actions and at worst look the other way or give them a slap on the wrist for killing a mass murderer?
Is every one of the numerous survivors and eyewitnesses which are inevitably on the scene due to it being a "mass" murder - necessitating lots of targets - also motivated to keep the secret forever? Do all their stories match up under questioning? If dozens of people are telling a lie there are bound to be numerous discrepancies.
How do you successfully fake the forensic evidence in all these cases? Do the killer and cops always use the same ammunition? Can you not tell if the shot came from someone putting a gun to their own head or from being shot from a distance in an entirely different direction? Are the officer's guns not confiscated after a shooting to see who fired what?
And, once you deal with all of those problems which render the likelihood of these conspiracies being frequent (or even infrequent) incredibly implausible, you have to deal with the psychology of the killers themselves which requires a suicide in most cases not only to avoid the consequences of their actions but so that people can't see the type of person they really are. They want to be remembered as someone to be feared, not some punk in an orange jumpsuit and shackles with no power; something to be looked down on or even pitied in some cases.